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But the federal government apparently suspects he was linked to terrorism in Yemen and to the kidnapping of three Westerners in 2012.

Mr and Mrs Dowrick say they received a call in 2012 to advise their son's passport had been cancelled.

"So then he had to stay in Yemen," Mr Dowrick said.

The ABC showed freedom of information documents from Foreign Minister Julie Bishop's office that say Mr Harvard was being investigated for possible involvement in activities in Yemen linked to al-Qaeda in the Arabian peninsula, including the kidnapping of three Europeans.

Mr Dowrick says all that is hearsay and no one has ever given them any proof either way.

They want the truth.

"No lies, the straight-out truth," he said.

Mrs Dowrick said it has been a terrible ordeal.

"How do we move on? We have got no closure.

"We've got no proof of Chris's body, a death certificate or how he was actually killed," she said.